Browsing Preprints aus dem Institut für Mathematik by Subject "semidefinite programming"

Now showing items 1-3 of 3

2005-11-15Buch

A Global Optimality Criterion for Nonconvex Quadratic Programming over a Simplex

Nowak, Ivo

In this paper we propose a global optimality criterion for globally minimizing a quadratic form over the standard simplex, which in addition provides a sharp lower bound for the optimal value. The approach is based on the ...
2002-05-31Buch

Lagrangian Decomposition of Mixed-Integer All-Quadratic Programs

Nowak, Ivo

The purpose of this paper is threefold. First we show that the Lagrangian dual of a block-separable mixed-integer all-quadratic program (MIQQP) can be formulated as an eigenvalue optimization problem keeping the block-separable ...
2002-05-28Buch

Lagrangian Smoothing Heuristics for Max-Cut

Alperin, Hernán; Nowak, Ivo

This paper presents smoothing heuristics for an NP-hard combinatorial problem based on Lagrangian relaxation. We formulate the Lagrangian dual for this nonconvex quadratic problem and propose eigenvalue nonsmooth unconstrained ...